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Bayesian statistics, Markov chain Monte Carlo, Stochastic volatility, R, Latent Factor Analysis, Econometrics

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Employment (1)

Wirtschaftsuniversität Wien: Wien, Wien, AT

2017-10-01 to 2023-04-30 | Pre Doc Teaching Assistant (Department of Finance, Accounting and Statistics)
Employment
Source: Self-asserted source
Darjus Hosszejni

Education and qualifications (5)

Vienna University of Economics and Business: Vienna, AT

2017-10 to 2023-02 | PhD Mathematics in Economics and Business (Department of Finance, Accounting and Statistics)
Education
Source: Self-asserted source
Darjus Hosszejni

Eötvös Loránd Tudományegyetem: Budapest, HU

2014 to 2019 | MSc Information Systems (Department of Informatics)
Education
Source: Self-asserted source
Darjus Hosszejni

Vienna University of Economics and Business: Vienna, AT

2015 to 2017 | MSc Quantitative Finance (Department of Finance, Accounting and Statistics)
Education
Source: Self-asserted source
Darjus Hosszejni

Eötvös Loránd Tudományegyetem: Budapest, HU

2011 to 2014 | BSc Computer Science (Department of Informatics)
Education
Source: Self-asserted source
Darjus Hosszejni

Eötvös Loránd Tudományegyetem: Budapest, HU

2010 to 2014 | BSc Pure Mathematics (Department of Natural Science)
Education
Source: Self-asserted source
Darjus Hosszejni

Professional activities (1)

Econometric Society: New Haven, CT, US

2022-11-03 to 2023-01-01 | Student Online
Membership
Source: Self-asserted source
Darjus Hosszejni

Works (10)

When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures

Econometrics
2023-11-20 | Journal article
DOI: 10.3390/econometrics11040026
Contributors: Sylvia Frühwirth-Schnatter; Darjus Hosszejni; Hedibert Freitas Lopes
Source: check_circle
Crossref
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Preferred source (of 3)‎

Sparse Bayesian factor analysis when the number of factors is unknown

2023-01 | Preprint
DOI: 10.48550/ARXIV.2301.06459
Contributors: Sylvia Frühwirth-Schnatter; Darjus Hosszejni; Hedibert Freitas Lopes
Source: Self-asserted source
Darjus Hosszejni

Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis

2022-11-01 | Preprint
DOI: 10.48550/ARXIV.2211.00671
Contributors: Darjus Hosszejni; Sylvia Frühwirth-Schnatter
Source: Self-asserted source
Darjus Hosszejni

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol

Journal of Statistical Software
2021-11-30 | Journal article
DOI: 10.18637/jss.v100.i12
Part of ISSN: 1548-7660
Version of ARXIV: 1906.12123v3
Contributors: Darjus Hosszejni; Gregor Kastner
Source: Self-asserted source
Darjus Hosszejni

Bayesian Estimation of the Degrees of Freedom Parameter of the Student-$t$ Distribution---A Beneficial Re-parameterization

2021-09-03 | Preprint
DOI: 10.48550/arXiv.2109.01726
Contributors: Darjus Hosszejni
Source: Self-asserted source
Darjus Hosszejni

COVID Test Informativeness

2021-03-26 | Interactive resource
Source: Self-asserted source
Darjus Hosszejni

Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage

2019-11-22 | Book chapter
DOI: 10.1007/978-3-030-30611-3_8
Version of ARXIV: 1901.11491v2
Part of ISBN: 978-3-030-30610-6
Contributors: Darjus Hosszejni; Gregor Kastner
Source: Self-asserted source
Darjus Hosszejni
grade
Preferred source (of 2)‎

Hitelesíthető késleltetett függvények és alkalmazásaik

Eötvös Loránd University
2019-05-13 | Supervised student publication
Contributors: Darjus Hosszejni; Péter Burcsi
Source: Self-asserted source
Darjus Hosszejni

Bayesian estimation of the stochastic volatility model with leverage: the case of Germany and China

Vienna University of Economics and Business
2017-09-09 | Supervised student publication
Contributors: Darjus Hosszejni; Gregor Kastner
Source: Self-asserted source
Darjus Hosszejni

Adaptív csoportos tesztelés

Eötvös Loránd University
2014-05-31 | Supervised student publication
Contributors: Darjus Hosszejni; Dömötör Pálvölgyi
Source: Self-asserted source
Darjus Hosszejni

Peer review (1 review for 1 publication/grant)

Review activity for Matemática aplicada e computacional (1)
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